+70,808.4%
ROST vs RRC
+1,202.2%
+69,606.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | +0.9% | +1.3% | -0.4% | +0.8% |
| 30D | -8.9% | +10.1% | -19.0% | -9.5% |
| 3M | -0.8% | +4.0% | -4.8% | -1.2% |
| 6M | +8.5% | +1.6% | +6.9% | +8.2% |
| YTD | +28.6% | +19.7% | +8.9% | +26.6% |
| 1Y | +52.3% | +21.4% | +30.9% | +49.6% |
| 3Y | +94.8% | +29.7% | +65.2% | +88.9% |
| 5Y | +110.8% | +153.9% | -43.1% | +91.8% |
| 10Y | +304.5% | +10.8% | +293.7% | +262.5% |
| All | +70,808.4% | +1,202.2% | +69,606.2% | +57,224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling